IDEAS home Printed from
MyIDEAS: Log in (now much improved!)

Citations for "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries"

by Ardagna, Silvia & Caselli, Francesco & Lane, Timothy

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2013. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 0, pages F99-F132, 02.
  2. González-Fernández, Marcos & González-Velasco, Carmen, 2016. "Which countries pay more or less for their long term debt? A CART approach || ¿Qué países pagan más o menos por su deuda a largo plazo? Una aproximación a través de la metodología CART," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 21(1), pages 103-116, June.
  3. Jean-Paul Fitoussi & Francesco Saraceno, 2008. "Fiscal Discipline as a Social Norm: The European Stability Pact," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 10(6), pages 1143-1168, December.
  4. Ardagna, Silvia, 2009. "Financial markets' behavior around episodes of large changes in the fiscal stance," European Economic Review, Elsevier, vol. 53(1), pages 37-55, January.
  5. Oliver de Groot & Fédéric Holm-Hadulla & Nadine Leiner-Killinger, 2013. "Cost of borrowing shocks and fiscal adjustment," Finance and Economics Discussion Series 2013-59, Board of Governors of the Federal Reserve System (U.S.).
  6. Airaudo, Marco, 2012. "Endogenous Dollarization, Sovereign Risk Premia and the Taylor Principle," School of Economics Working Paper Series 2012-11, LeBow College of Business, Drexel University.
  7. Jeromin Zettelmeyer & Christoph Trebesch & Mitu Gulati, 2013. "The Greek debt restructuring: an autopsy," Economic Policy, CEPR;CES;MSH, vol. 28(75), pages 513-563, 07.
  8. Kontonikas, Alexandros & Arghyrou, Michael G. & Afonso, António, 2012. "The determinants of sovereign bond yield spreads in the EMU," SIRE Discussion Papers 2012-88, Scottish Institute for Research in Economics (SIRE).
  9. Salvatore Dell’Erba & Sergio Sola, 2011. "Expected fiscal policy and interest rates in open economy," IHEID Working Papers 07-2011, Economics Section, The Graduate Institute of International Studies.
  10. Sergio Sola & Geremia Palomba, 2015. "Sub-National Government’s Risk Premia; Does Fiscal Performance Matter?," IMF Working Papers 15/117, International Monetary Fund.
  11. Beetsma, Roel & Giuliodori, Massimo & Klaassen, Franc, 2009. "Temporal aggregation and SVAR identification, with an application to fiscal policy," Economics Letters, Elsevier, vol. 105(3), pages 253-255, December.
  12. Ardagna, Silvia, 2004. "Financial markets' behavior around episodes of large changes in the fiscal stance," Working Paper Series 0390, European Central Bank.
  13. Detken, Carsten & Gaspar, Vítor & Winkler, Bernhard, 2004. "On prosperity and posterity: the need for fiscal discipline in a monetary union," Working Paper Series 0420, European Central Bank.
  14. Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014. "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers) 988, Bank of Italy, Economic Research and International Relations Area.
  15. C. Kerdrain & V. Lapègue, 2011. "Restrictive Fiscal Policies in Europe: What are the Likely Effects?," Documents de Travail de la DESE - Working Papers of the DESE g2011-17, Institut National de la Statistique et des Etudes Economiques, DESE.
  16. Bruno Ducoudré, 2005. "Fiscal policy and interest rates," Documents de Travail de l'OFCE 2005-08, Observatoire Francais des Conjonctures Economiques (OFCE).
  17. Guglielmo Maria Caporale & Alessandro Girardi, 2013. "Fiscal Spillovers in the Euro Area," Working Papers LuissLab 13109, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  18. Chu, Angus C. & Cozzi, Guido & Lai, Ching-Chong & Liao, Chih-Hsing, 2015. "Inflation, R&D and growth in an open economy," Journal of International Economics, Elsevier, vol. 96(2), pages 360-374.
  19. Giuliodori, Massimo & Beetsma, Roel, 2008. "On the relationship between fiscal plans in the European Union: An empirical analysis based on real-time data," Journal of Comparative Economics, Elsevier, vol. 36(2), pages 221-242, June.
  20. Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012. "Sovereign risk premiums in the European government bond market," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 975-995.
  21. Emre Alper & Lorenzo Forni, 2011. "Public Debt in Advanced Economies and its Spillover Effectson Long-Term Yields," IMF Working Papers 11/210, International Monetary Fund.
  22. Bernd Hayo & Matthias Uhl, 2015. "Regional effects of federal tax shocks," Southern Economic Journal, Southern Economic Association, vol. 82(2), pages 343-360, October.
  23. Maltritz, Dominik, 2012. "Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 657-672.
  24. Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Muller, 2011. "Soverign risk and the effects of fiscal retrenchment in deep recessions," Working Papers 11-43, Federal Reserve Bank of Philadelphia.
  25. Afonso, António & Martins, Manuel M.F., 2012. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1789-1807.
  26. Dennis Bonam & Jasper Lukkezen, 2013. "Government Spending Shocks, Sovereign Risk and the Exchange Rate Regime," Tinbergen Institute Discussion Papers 13-212/VI, Tinbergen Institute, revised 09 Jan 2013.
  27. Nicoletta Batini & Luc Eyraud & Anke Weber, 2014. "A Simple Method to Compute Fiscal Multipliers," IMF Working Papers 14/93, International Monetary Fund.
  28. Coenen, Günter & Mohr, Matthias & Straub, Roland, 2008. "Fiscal consolidation in the euro area: Long-run benefits and short-run costs," Economic Modelling, Elsevier, vol. 25(5), pages 912-932, September.
  29. Michal Brzoza-Brzezina & Jesus Crespo Cuaresma, 2008. "Mr. Wicksell and the global economy: What drives real interest rates?," Working Papers 139, Oesterreichische Nationalbank (Austrian Central Bank).
  30. Dieppe, Alistair & Guarda, Paolo & Other contributors & Albani, Maria & González Pandiella, Alberto & Gordo Mora, Esther & Grech, Owen & Irac, Delphine & Kilponen, Juha & Kulikov, Dmitry & Marchiori, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
  31. Jasper Lukkezen & Dennis Bonam (VU en Tinbergen), 2014. "Government spending shocks, sovereign risk and the exchange rate regime," CPB Discussion Paper 263, CPB Netherlands Bureau for Economic Policy Analysis.
  32. Manmohan S. Kumar & David Hauner, 2006. "Fiscal Policy and Interest Rates; How Sustainable Is The “New Economy†?," IMF Working Papers 06/112, International Monetary Fund.
  33. Stefano Schiavo, 2005. "Euro bonds: in search of financial spillovers," Sciences Po publications 2, Sciences Po.
  34. Carlo A. Favero & Stefano W. Giglio, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," Working Papers 312, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  35. Sola, Sergio & Palomba, Geremia, 2016. "Sub-nationals' risk premia in fiscal federations: Fiscal performance and institutional design," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 165-187.
  36. Bicu Andreea & Candelon Bertrand, 2012. "Government bond market dynamics and sovereign risk: systemic or idiosyncratic?," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  37. Checherita-Westphal, Cristina & Rother, Philipp, 2012. "The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area," European Economic Review, Elsevier, vol. 56(7), pages 1392-1405.
  38. Javier Andrés & Rafael Doménech, 2006. "Fiscal Rules and Macroeconomic Stability," Hacienda Pública Española, IEF, vol. 176(1), pages 9-41, April.
  39. Poghosyan, Tigran, 2014. "Long-run and short-run determinants of sovereign bond yields in advanced economies," Economic Systems, Elsevier, vol. 38(1), pages 100-114.
  40. Takeo Hoshi & Takatoshi Ito, 2012. "Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?," NBER Working Papers 18287, National Bureau of Economic Research, Inc.
  41. Zixi Liu, 2015. "Do debt and growth dance together? A DSGE model of a small open economy with sovereign debt," Working Papers 2015.05, International Network for Economic Research - INFER.
  42. Grzegorz Poniatowski, 2014. "Common Currency and Determinants of Government Bond Risk Premiums," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(2), pages 70-87, June.
  43. Van Hecke, Annelore, 2013. "Vertical debt spillovers in EMU countries," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 468-492.
  44. Gagnon, Marie-Hélène & Gimet, Céline, 2013. "The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4599-4614.
  45. Koji Nakamura & Tomoyuki Yagi, 2015. "Fiscal Conditions and Long-term Interest Rates," Bank of Japan Working Paper Series 15-E-10, Bank of Japan.
  46. D. Bonam & J.H.J. Lukkezen, 2014. "Government spending shocks, sovereign risk and the exchange rate regime," Working Papers 14-01, Utrecht School of Economics.
  47. Terezie Lokajickova, 2010. "Could the Stability and Growth Pact Be Substituted by the Financial Markets?," Working Papers IES 2010/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2010.
  48. Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
  49. repec:ecb:ecbops:2014165 is not listed on IDEAS
  50. Marco Battaglini & Levon Barseghyan, 2015. "Political Economy of Debt and Growth," NBER Working Papers 21660, National Bureau of Economic Research, Inc.
  51. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
  52. Claeys, Peter & Moreno, Rosina & Suriñach, Jordi, 2012. "Debt, interest rates, and integration of financial markets," Economic Modelling, Elsevier, vol. 29(1), pages 48-59.
  53. Baum, Anja & Checherita-Westphal, Cristina & Rother, Philipp, 2012. "Debt and growth: new evidence for the euro area," Working Paper Series 1450, European Central Bank.
  54. Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi, 2014. "Measuring the effect of government ESG performance on sovereign borrowing cost," CIRANO Working Papers 2014s-37, CIRANO.
  55. Lejour, Arjan & Lukkezen, Jasper & Veenendaal, Paul, 2010. "Sustainability of Government Debt in the EU," MPRA Paper 30139, University Library of Munich, Germany, revised 07 Jun 2010.
  56. Beetsma, Roel & Giuliodori, Massimo & Klaassen, Franc, 2005. "Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis," CEPR Discussion Papers 5222, C.E.P.R. Discussion Papers.
  57. Jean-Paul Fitoussi & Francesco Saraceno, 2007. "Normes sociales et politiques européennes," Sciences Po publications info:hdl:2441/4047, Sciences Po.
  58. AKA, Bédia F, 2007. "Relative Effects Of Public And Private Investment On Cote D’Ivoire’S Economic Performance," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
  59. repec:spo:wpecon:info:hdl:2441/9909 is not listed on IDEAS
  60. Tamon Asonuma, 2016. "Serial Sovereign Defaults and Debt Restructurings," IMF Working Papers 16/66, International Monetary Fund.
  61. Philipp Paulus, 2006. "The final blow to the Stability Pact? EMU enlargement and government debt," Otto-Wolff-Institut Discussion Paper Series 03/2006, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland.
  62. Roel Beetsma & Massimo Giuliodori, 2010. "The Macroeconomic Costs and Benefits of the EMU and Other Monetary Unions: An Overview of Recent Research," Journal of Economic Literature, American Economic Association, vol. 48(3), pages 603-41, September.
  63. repec:spo:wpecon:info:hdl:2441/1482 is not listed on IDEAS
  64. Kai Daniel Schmid & Michael Schmidt, 2012. "EMU and the Renaissance of Sovereign Credit Risk Perception," IAW Discussion Papers 87, Institut für Angewandte Wirtschaftsforschung (IAW).
  65. Eduardo López E. & Víctor Riquelme P. & Ercio Muñoz S., 2011. "Long – Term Interest Rate and Fiscal Policy," Working Papers Central Bank of Chile 633, Central Bank of Chile.
  66. Jeff Huther, 1999. "An Integrated Approach to Government Financial Policy," Treasury Working Paper Series 99/08, New Zealand Treasury.
  67. Gerhard Reitschuler & Rupert Sendlhofer, 2011. "Fiscal policy, trigger points and interest rates: Additional evidence from the U.S," Working Papers 2011-23, Faculty of Economics and Statistics, University of Innsbruck.
  68. Goohoon Kwon & Lavern McFarlane & Wayne Robinson, 2009. "Public Debt, Money Supply, and Inflation: A Cross-Country Study," IMF Staff Papers, Palgrave Macmillan, vol. 56(3), pages 476-515, August.
  69. Landon, Stuart & Smith, Constance E., 2007. "Government debt spillovers in a monetary union," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 135-154, August.
  70. Tamon Asonuma & Said A Bakhache & Heiko Hesse, 2015. "Is Banks’ Home Bias Good or Bad for Public Debt Sustainability?," IMF Working Papers 15/44, International Monetary Fund.
  71. C. Bortoli & L. Harreau & C. Pouvelle, 2014. "Determinants of OECD countries’ sovereign yields: safe havens, purgatory, and the damned," Working papers 494, Banque de France.
  72. Malešević Perović, Lena, 2015. "The impact of fiscal positions on government bond yields in CEE countries," Economic Systems, Elsevier, vol. 39(2), pages 301-316.
  73. repec:onb:oenbwp:y::i:139:b:1 is not listed on IDEAS
  74. Philipp Paulus, 2006. "Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?," Otto-Wolff-Institut Discussion Paper Series 01/2006, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland.
  75. Huixin Bi & Eric M. Leeper, 2010. "Sovereign Debt Risk Premia and Fiscal Policy in Sweden," NBER Working Papers 15810, National Bureau of Economic Research, Inc.
  76. Luigi Bonatti & Annalisa Cristini, 2007. "Breaking the stability pact: was it predictable?," Department of Economics Working Papers 0714, Department of Economics, University of Trento, Italia.
  77. Vratislav Izák, 2004. "Public Debt Service, Interest Rates and Fiscal Variables in Transition Countries," Prague Economic Papers, University of Economics, Prague, vol. 2004(1), pages 3-15.
  78. Srobona Mitra, 2007. "Is the Quantity of Government Debt a Constraint for Monetary Policy?," IMF Working Papers 07/62, International Monetary Fund.
  79. Toshihiro Ihori & Atsushi Nakamoto, 2005. "Japan's fiscal policy and fiscal reconstruction," International Economics and Economic Policy, Springer, vol. 2(2), pages 153-172, November.
  80. Anton Burger & Martin Zagler, 2008. "US growth and budget consolidation in the 1990s: was there a non-Keynesian effect?," International Economics and Economic Policy, Springer, vol. 5(1), pages 225-235, July.
  81. Kamilya Tazhibayeva & Aasim M. Husain & Anna Ter-Martirosyan, 2008. "Fiscal Policy and Economic Cycles in Oil-Exporting Countries," IMF Working Papers 08/253, International Monetary Fund.
  82. Levon Barseghyan & Marco Battaglini, 2012. "Growth and fiscal policy: a positive theory," Working Papers 1418, Princeton University, Department of Economics, Econometric Research Program..
  83. António Afonso & João Tovar Jalles, 2016. "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics 2016/04, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  84. Eichler, Stefan & Maltritz, Dominik, 2013. "The term structure of sovereign default risk in EMU member countries and its determinants," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1810-1816.
  85. Andrés Leal Marcos & Julio López Laborda, 2009. "Efectos externos del endeudamiento sobre la calificación crediticia de las Comunidades Autónomas," Hacienda Pública Española, IEF, vol. 189(2), pages 81-106, June.
  86. Vratislav Izák, 2009. "Primary balance, public debt and fiscal variables in postsocialist members of the european union," Prague Economic Papers, University of Economics, Prague, vol. 2009(2), pages 114-130.
  87. Simone Salotti & Carmine Trecroci, 2012. "Even worse than you thought: The effects of government debt on investment and productivity," EcoMod2012 4200, EcoMod.
  88. Hanno Lustig, 2005. "Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))," UCLA Economics Online Papers 353, UCLA Department of Economics.
  89. Ullrich, Katrin, 2006. "Market discipline and the use of government bonds as collateral in the EMU," ZEW Discussion Papers 06-46, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  90. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2016. "Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 341-365, March.
  91. Thi-Hong-Hanh Pham, 2014. "Sovereign bond yields in emerging Asia: New evidence," Working Papers hal-01012093, HAL.
  92. António Afonso & João Tovar Jalles, 2016. "Budgetary Decomposition and Yield Spreads," Working Papers Department of Economics 2016/05, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.